+46.1%
FE vs BBIO
+136.7%
-90.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | -3.2% | +1.8% | -1.2% |
| 30D | -1.9% | -13.6% | +11.7% | -1.3% |
| 3M | -0.2% | +7.2% | -7.4% | -0.6% |
| 6M | -7.1% | +1.5% | -8.5% | -7.3% |
| YTD | +6.1% | -5.3% | +11.4% | +6.0% |
| 1Y | +10.1% | +37.7% | -27.6% | +7.9% |
| 3Y | +46.9% | +153.9% | -107.1% | +38.1% |
| 5Y | +50.0% | +43.9% | +6.1% | +37.0% |
| All | +46.1% | +136.7% | -90.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling